feat: Update _kliep.py

[ymouad]

Add improvements to KLIEP: centers' selection and new possible optimization algorithms.

[antoinedemathelin]

Hi @ymouad,
It seems that this part of your test do not work:

with warnings.catch_warnings(record=True) as w:
    model = KLIEP(gamma=10**6)
    model.fit_weights(Xs, Xt)

Because an error is raised here:

def _fit_FW(self, Xs, Xt, kernel_params):
    centers, A, b = self.centers_selection(Xs, Xt, kernel_params)
    alpha = 1/(len(centers)*b)
    objective = np.mean(np.log(np.dot(A, alpha) + EPS))
    if self.verbose > 1:
            print("Alpha's optimization : iter %i -- Obj %.4f"%(0, objective))
    k = 0
    while k < self.max_iter:
        previous_objective = objective
        alpha_p = np.copy(alpha)
        g = np.dot(
            np.transpose(A), 1./(np.dot(A, alpha) + EPS)
        )
        B = np.diag(1/b.ravel())
        LP = np.dot(g.transpose(), B)
        lr = 2/(k+2)
       alpha = (1 - lr)*alpha + lr*B[np.argmax(LP)].reshape(-1,1)
       IndexError: index 2[88](https://github.com/adapt-python/adapt/runs/8211202635?check_suite_focus=true#step:6:89)5 is out of bounds for axis 0 with size 78

[ymouad]

Hi @antoinedemathelin,

Thank you!
Indeed, there were dimension issues.
It should work now.

[antoinedemathelin]

Hi @ymouad,
I corrected the other issues. Can you please rebase you fork to the main fork?